Finance QUANTITATIVE ANALYTICS AND MODEL DEVELOPMENT ANALYST SENIOR The PNC Financial Services Group, Inc. seeks a Quantitative Analytics and Model Development Analyst Senior in Pittsburgh, PA to participate in all aspects of model validation activities. Specific duties include: (i) work with Model Owners and Specialists and independently perform validations of high impact models in compliance with OCC 2011 -12 and PNC's Model Validation Policy and Guidelines; (ii) as member of the Model Risk Management Group (MRMG), provide oversight and execution to the model validation activities; (iii) collect data and assumptions used in models, including model output, in preparation for model validation; (iv) conduct robust and comprehensive model validation testing and analysis in accordance with PNC's Model Validation Policy and Guidelines; (v) document and present model validation results to the head of the MRMG; and (vi) provide support/analysis on mortgage servicing models. Master's degree in Quantitative Finance, Statistics, Statistical Practice, Economics, Business or Mathematics plus 1year of experience in a position requiring quantitative financial modeling or validation is required. Experience must include: (i) credit risk analysis, loss forecasting, and/or capital calculation; (ii) work with a financial services firm/organization focusing on analytic and modeling applications; (iii) SAS, R, VBA or Matlab for statistical modeling, simulation and large data set manipulation (data sets involving large numbers of records (>10K) or variables (>100)); (iv) development of testing methodologies and creation of working papers; and (v) scorecard assessments. Must have knowledge of modeling methodologies and designs and the impact of models on business decision-making. 40 hours/week, 8:00 a.m.-5:00 p.m. Interested individuals apply online at www.pnc.com using keyword 258077BR. PNC provides equal opportunity to qualified persons regardless of race, color, sex, religion, national origin, age, sexual orientation, gender identity, disability, veteran status, or other categories protected by law.